Last point to note is that when you add a localisation file to your project, Wix starts outputing the msi files in subfolders named for the culture in the localisation file. E.g. mine were written to \bin\Debug\en-us rather than \bin\Debug\

The chapter Advanced WiX Topics -> Wix UI Dialog Library -> Customizing Built-in WixUI Dialog Sets in the WiX documentation (wix.chm) has all the information on customising the UI dialogs, including the text. There's also a topic on customising the UI in the WiX tutorial at http://www.tramontana.co.hu/wix/ .